Revisit of the volume versus GARCH effects by Univariate and Bivariate GARCH models: Evidence from US Stock Markets

Wong, Wing-Keung; Penm, Jack HW; Qiao, Zhuo

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Revisit of the volume versus GARCH effects by Univariate and Bivariate GARCH models: Evidence from US Stock Markets

Date

2006

Authors

Wong, Wing-Keung

Penm, Jack HW

Qiao, Zhuo

Publisher

Serials Publications

URI

http://hdl.handle.net/1885/19560

Collections

ANU Research Publications

Source

International Economics and Finance Journal (IEFJ)

Type

Journal article

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Cultural advice

Revisit of the volume versus GARCH effects by Univariate and Bivariate GARCH models: Evidence from US Stock Markets

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